1) Set Match All Custom Filters off, if not already.
2) Create a tag named "Family" containing the Active Family filter. This works as expected.
3) Create a tag called "Relatives" containing the "Relations->Blood or Step" filter. This pops up an error about no matches for the filter, in spite of the very same dialog for relations showing the number of blood relatives within the town (eight in my case).
4) Click the Relatives filter and confirm I still receive the same error, with the filter refusing to enable.
5) Re-enable the Match All Custom Filters setting.
6) Enable the Relatives filter, this time without issues.
7) Disable the Match All Custom Filters setting. Family and Relatives filters are now both enabled and working correctly.